Don't even look at doing all the Cocoa stuff until you understand the fundamentals of programming. Start off with a procedural language, like C. C would probably be best in this case, as Objective-C is a superset of C, and you won't have to unlearn C++'s stricter OO stuff.
Once you're comfortable with C, you have two options. Objective-C isn't so hard that you need to learn it separately from GUI programming, but since you have no experience with object-oriented programming, I might recommend it. You can either get a straight Obj-C book, or just read up on the language via the Apple docs, then jump right in to Xcode.
Are the "C for Dummies" or "C++ for Dummies" any good for learning these languages? Or do you need to buy mac specific books?
JC
I felt the C for Dummies books (well, book, now, since they were combined, as I gather) were great. They manage to be fun and interesting, even when doing things that seem pretty confusing at first (just wait until you get to pointers).
C++ for Dummies, on the other hand, was not great. The book is structured to take a program written in C, then incrementally add C++ features to it, with the end result being a total rewrite of the program in a fully object-oriented way. It works, but the problem I had with it is that it does a terrible job arguing for why you should care about objects (which is one of the goals of the book). The end C++ program is much longer than the original C program, and does the same thing. It's also a much drier read.